The Spider Ball is one of the most crucial early power-ups. After defeating a few Metroids and exploring the initial caverns, you'll eventually find a hidden chamber containing the Spider Ball. This ability allows Samus, in Morph Ball form, to cling to and roll along walls and ceilings.
Location: The Spider Ball is typically found in a hidden passage accessible after the lava has receded a bit. Look for a small, seemingly impassable gap in the ceiling or wall. Morph Ball and jump into it. Once acquired, press Select to switch to Morph Ball, then press A to activate the Spider Ball. This opens up many new exploration possibilities.